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Improving robust model selection tests for dynamic models

Choi, Hwan-sik; Kiefer, Nicholas Maximilian - In: The econometrics journal 13 (2010) 2, pp. 177-204

Persistent link: https://www.econbiz.de/10003978505

Software evaluation : EasyReg International

Choi, Hwan-sik; Kiefer, Nicholas Maximilian - In: International journal of forecasting 21 (2005) 3, pp. 609-616

Persistent link: https://www.econbiz.de/10003006369

Robust model selection in dynamic models with an application to comparing predictive accuracy

Choi, Hwan-sik (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003412836

Robust nonnested testing and the demand for money

Choi, Hwan-Sik; Kiefer, Nicholas Maximilian - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 9-17

Persistent link: https://www.econbiz.de/10003625184

Development and validation of credit scoring models

Glennon, Dennis C.; Kiefer, Nicholas Maximilian; … - In: The journal of credit risk : published quarterly by … 4 (2008/09) 3, pp. 41-101

Persistent link: https://www.econbiz.de/10003782250

Development and validation of credit-scoring models

Glennon, Dennis C.; Kiefer, Nicholas Maximilian; … - 2007

Accurate credit-granting decisions are crucial to the efficiency of the decentralized capital allocation mechanisms in modern market economies. Credit bureaus and many financial institutions have developed and used credit-scoring models to standardize and automate, to the extent possible, credit...